Comparison Theorem for Distribution Dependent Neutral SFDEs
11 Apr 2019
•
Huang Xing
•
Yuan Chenggui
In this paper, the existence and uniqueness of strong solutions to
distribution dependent neutral SFDEs are proved. We give the conditions such
that the order preservation of these equations holds...Moreover, we show these
conditions are also necessary when the coefficients are continuous. Under
sufficient conditions, the result extends the one in the distribution
independent case, and the necessity of these conditions is new even in
distribution independent case.(read more)